A first-order AR model for non-Gaussian time series

Mapping Intimacies ◽

10.1109/icassp.1988.196896 ◽

2003 ◽

Author(s):

P.S. Rao ◽

D.H. Johnson

Keyword(s):

Time Series ◽

Ar Model ◽

First Order ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Nonlinear orthogonal parametrization and modeling of higher-order non-Gaussian time-series

2017 Signal Processing Symposium (SPSympo) ◽

10.1109/sps.2017.8053659 ◽

2017 ◽

Author(s):

Urszula Libal ◽

Agnieszka Wielgus ◽

Wladyslaw Magiera

Keyword(s):

Time Series ◽

Higher Order ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Estimating the memory parameter for possibly non-linear and non-Gaussian time series with wavelets

SSRN Electronic Journal ◽

10.2139/ssrn.3883314 ◽

2021 ◽

Author(s):

Chen Xu ◽

Ye Zhang

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series ◽

Memory Parameter

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A distribution-free method for forecasting non-gaussian time series

Stochastic Environmental Research and Risk Assessment ◽

10.1007/s00477-002-0087-3 ◽

2002 ◽

Vol 16 (2) ◽

pp. 101-111 ◽

Author(s):

G.-H. Yu ◽

H.-L. Chen ◽

W.-C. Wen

Keyword(s):

Time Series ◽

Distribution Free ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Non-Gaussian Time Series Models

Time Series Analysis and Applications to Geophysical Systems - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-1-4684-9386-3_12 ◽

2004 ◽

pp. 227-237

Author(s):

Murray Rosenblatt

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Detecting Conditional Independence for Modeling Non-Gaussian Time Series

Journal of the Korean Statistical Society ◽

10.1007/s42952-019-00030-y ◽

2020 ◽

Vol 49 (2) ◽

pp. 578-595

Author(s):

Sudheesh K. Kattumannil ◽

Deemat C. Mathew ◽

G. Hareesh

Keyword(s):

Time Series ◽

Conditional Independence ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Analysis of Non-Gaussian Time Series

Nonlinear Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119514312.ch5 ◽

2018 ◽

pp. 217-264

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Spectral and bispectral methods for the analysis of nonlinear (non Gaussian) time series signals

Nonlinear Time Series and Signal Processing - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0044273 ◽

2006 ◽

pp. 18-42 ◽

Author(s):

T. Subba Rao

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series

10.5353/th_b3070616 ◽

2005 ◽

Author(s):

Ka-yee Liu

Keyword(s):

Time Series ◽

Autoregressive Model ◽

Empirical Bayes ◽

Bayes Estimation ◽

Empirical Bayes Estimation ◽

Threshold Autoregressive ◽

Threshold Autoregressive Model ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Smoothing non-Gaussian time series with autoregressive structure

Computational Statistics & Data Analysis ◽

10.1016/s0167-9473(98)00034-6 ◽

1998 ◽

Vol 28 (2) ◽

pp. 171-191 ◽

Author(s):

Gary K. Grunwald ◽

Rob J. Hyndman

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1996.tb00295.x ◽

1996 ◽

Vol 17 (6) ◽

pp. 601-633 ◽

Author(s):

Michael H. Neumann

Keyword(s):

Time Series ◽

Spectral Density ◽

Density Estimation ◽

Spectral Density Estimation ◽

Non Gaussian ◽

Wavelet Methods ◽

Gaussian Time ◽

Gaussian Time Series

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